CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 0.7551 0.7513 -0.0038 -0.5% 0.7476
High 0.7555 0.7514 -0.0041 -0.5% 0.7577
Low 0.7524 0.7480 -0.0044 -0.6% 0.7465
Close 0.7532 0.7491 -0.0041 -0.5% 0.7543
Range 0.0032 0.0035 0.0003 9.5% 0.0112
ATR 0.0042 0.0043 0.0001 1.6% 0.0000
Volume 5 259 254 5,080.0% 1,231
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7598 0.7579 0.7509
R3 0.7564 0.7544 0.7500
R2 0.7529 0.7529 0.7497
R1 0.7510 0.7510 0.7494 0.7502
PP 0.7495 0.7495 0.7495 0.7491
S1 0.7475 0.7475 0.7487 0.7468
S2 0.7460 0.7460 0.7484
S3 0.7426 0.7441 0.7481
S4 0.7391 0.7406 0.7472
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7864 0.7816 0.7605
R3 0.7752 0.7704 0.7574
R2 0.7640 0.7640 0.7564
R1 0.7592 0.7592 0.7553 0.7616
PP 0.7528 0.7528 0.7528 0.7541
S1 0.7480 0.7480 0.7533 0.7504
S2 0.7416 0.7416 0.7522
S3 0.7304 0.7368 0.7512
S4 0.7192 0.7256 0.7481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7577 0.7480 0.0097 1.3% 0.0042 0.6% 11% False True 255
10 0.7577 0.7450 0.0127 1.7% 0.0042 0.6% 32% False False 186
20 0.7577 0.7450 0.0127 1.7% 0.0040 0.5% 32% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7604
1.618 0.7570
1.000 0.7549
0.618 0.7535
HIGH 0.7514
0.618 0.7501
0.500 0.7497
0.382 0.7493
LOW 0.7480
0.618 0.7458
1.000 0.7445
1.618 0.7424
2.618 0.7389
4.250 0.7333
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 0.7497 0.7528
PP 0.7495 0.7516
S1 0.7493 0.7503

These figures are updated between 7pm and 10pm EST after a trading day.

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